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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+2.61%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$20.1B
AUM Growth
+$2.23B
Cap. Flow
-$85.7M
Cap. Flow %
-0.43%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,012
Reduced
977
Closed
628

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$52.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$28.8M
3
JPM icon
JPMorgan Chase
JPM
+$15.5M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$13.9M
5
CMCSA icon
Comcast
CMCSA
+$10.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.9M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18M
3
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$16.3M
4
MSFT icon
Microsoft
MSFT
+$14.2M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$11.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.88%
2 Financials 0.72%
3 Technology 0.57%
4 Consumer Discretionary 0.5%
5 Healthcare 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XYZ
301
CALL
Block Inc
XYZ
$47B
$8.96M 0.04%
145,300
-58,700
-29% -$3.23M
ATVI
302
CALL
DELISTED
Activision Blizzard
ATVI
$8.92M 0.04%
116,900
-100,400
-46% -$7.11M
OKE icon
303
PUT
Oneok
OKE
$59.7B
$8.91M 0.04%
127,600
+52,900
+71% +$3.41M
BP icon
304
PUT
BP
BP
$121B
$8.9M 0.04%
207,180
-44,010
-18% -$1.85M
ETN icon
305
PUT
Eaton
ETN
$152B
$8.87M 0.04%
118,700
+35,000
+42% +$2.71M
TWTR
306
PUT
DELISTED
Twitter, Inc.
TWTR
$8.86M 0.04%
202,800
-41,200
-17% -$1.45M
WFC icon
307
Wells Fargo
WFC
$271B
$8.85M 0.04%
159,580
+22,918
+17% +$1.23M
MCD icon
308
PUT
McDonald's
MCD
$179B
$8.84M 0.04%
56,400
-71,800
-56% -$11.6M
TM icon
309
PUT
Toyota
TM
$231B
$8.84M 0.04%
68,600
+35,100
+105% +$4.63M
ADP icon
310
PUT
Automatic Data Processing
ADP
$110B
$8.83M 0.04%
65,800
-37,000
-36% -$4.69M
GIS icon
311
PUT
General Mills
GIS
$19.6B
$8.78M 0.04%
198,300
+99,000
+100% +$4.33M
RHT
312
CALL
DELISTED
Red Hat Inc
RHT
$8.76M 0.04%
65,200
-9,600
-13% -$1.55M
X
313
PUT
DELISTED
US Steel
X
$8.73M 0.04%
251,300
+62,600
+33% +$2.24M
FXI icon
314
CALL
iShares China Large-Cap ETF
FXI
$4.1B
$8.72M 0.04%
202,900
+172,300
+563% +$8.05M
HSBC icon
315
PUT
HSBC
HSBC
$350B
$8.67M 0.04%
195,291
-95,029
-33% -$4.36M
FXI icon
316
PUT
iShares China Large-Cap ETF
FXI
$4.1B
$8.63M 0.04%
200,900
+151,000
+303% +$7.06M
DAL icon
317
CALL
Delta Air Lines
DAL
$51.9B
$8.63M 0.04%
174,100
+4,500
+3% +$240K
KSS icon
318
CALL
Kohl's
KSS
$1.85B
$8.62M 0.04%
118,200
-1,600
-1% -$107K
AZO icon
319
CALL
AutoZone
AZO
$46.7B
$8.59M 0.04%
12,800
-27,700
-68% -$17.9M
TEVA icon
320
PUT
Teva Pharmaceuticals
TEVA
$45.7B
$8.56M 0.04%
352,100
+12,400
+4% +$253K
WHR icon
321
CALL
Whirlpool
WHR
$2.15B
$8.55M 0.04%
58,500
-24,700
-30% -$3.75M
HPQ icon
322
CALL
HP
HPQ
$30.5B
$8.55M 0.04%
376,900
+142,200
+61% +$3.17M
XLF icon
323
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54.4B
$8.5M 0.04%
319,500
-327,500
-51% -$9.03M
EOG icon
324
CALL
EOG Resources
EOG
$80.6B
$8.47M 0.04%
68,100
-87,100
-56% -$10.1M
RTN
325
CALL
DELISTED
Raytheon Company
RTN
$8.46M 0.04%
43,800
+35,600
+434% +$7.48M
11 12
13
14 15

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Two Sigma Securities's Q2 2018 Portfolio in Review

As of Q2 2018, Two Sigma Securities held 3,238 positions worth $20.1B, up 13% from $17.9B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Two Sigma Securities's Q2 2018 filing shows 604 new, 1,012 increased, 977 reduced and 628 closed positions. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M. The largest sale was iShares Core S&P 500 ETF, an estimated $18.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Financials and Technology.

  • Two Sigma Securities's largest Q2 2018 buy was JPMorgan Chase: 141,481 shares worth $14.7M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q2 2018, an estimated $52.4M increase.
  • Two Sigma Securities's biggest Q2 2018 reduction was Microsoft, cutting an estimated $14.2M.
  • Two Sigma Securities fully exited iShares Core S&P 500 ETF in Q2 2018, selling an estimated $18.9M.
  • Two Sigma Securities's ten largest holdings make up 40% of its $20.1B portfolio in Q2 2018.
  • Two Sigma Securities opened 604 new positions and closed 628 in Q2 2018.
  • Two Sigma Securities's portfolio value rose 13% quarter-over-quarter to $20.1B.

Based on Two Sigma Securities's 13F filing for Q2 2018, filed 14 Aug 2018.